+71.4%
BAC vs PM
+119.0%
-47.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +1.1% | -4.9% | +6.0% | +2.3% |
| 30D | -0.4% | -3.4% | +3.0% | +0.4% |
| 3M | +16.9% | +5.2% | +11.7% | +15.1% |
| 6M | +26.6% | +3.7% | +22.9% | +24.6% |
| YTD | +15.8% | +15.8% | 0.0% | +9.8% |
| 1Y | +27.2% | +17.4% | +9.8% | +19.7% |
| 3Y | +132.4% | +116.9% | +15.5% | +58.8% |
| All | +71.4% | +119.0% | -47.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling